João Santos Silva
Biographic Data
| ID | 6362015 |
|---|---|
| NAME | João Santos Silva |
| GIVEN NAMES | João Santos |
| FAMILY NAME | Silva |
| SIGNATURE | SILVA J S |
| AFFILIATIONS | University of Lisbon |
| ORCID | 0000-0001-8009-3531 |
| VERIFIED | Yes |
| TOTAL WORKS | 8 |
| TOTAL CITATIONS | 6 |
| AUTHOR COUNT | 8 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2000 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 1 |
Misspecified Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects
Exponential regressions are frequently used when outcomes are non-negative. They are attractive because they are easy to interpret and to estimate, using pseudo maximum likelihood (PML). However, the validity of these methods depends on the correct specification of the conditional expectation, and little is known regarding their properties when the conditional expectation is misspecified. We show that PML estimators of misspecified exponential mo…
Dynamic Vector Mode Regression
We study the semiparametric estimation of the conditional mode of a random vector that has a continuous conditional joint density with a well-defined global mode. A novel full-system estimator is proposed and its asymptotic properties are studied. We specifically consider the estimation of vector autoregressive conditional mode models and of systems of linear simultaneous equations defined by mode restrictions. The proposed estimator is easy to i…
Quantiles via moments
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
The Log of Gravity
Although economists have long been aware of Jensen's inequality, many econometric applications have neglected an important implication of it: under heteroskedasticity, the parameters of log-linearized models estimated by OLS lead to biased estimates of the true elasticities. We explain why this problem arises and propose an appropriate estimator. Our criticism of conventional practices and the proposed solution extend to a broad range of applicat…
A Note on Identification With Averaged Data
In most cases where estimation with averaged data is performed, interest lies on the parameters of a model at the individual level, but grouped data are used because disaggregate data are not observed. In this note we study the conditions under which it is possible to consistently estimate the parameters of the individual data model using averaged data, giving particular attention to the case of endogenous selection into groups.We are grateful to…
Influence Diagnostics and Estimation Algorithms for Powell's SCLS
This article studies influence diagnostics and estimation algorithms for Powell's symmetrically censored least squares estimator. The proposed measures of influence are based on one-step approximations to the analogous deletion diagnostics used in least squares regression and can be conveniently constructed using a Newton-type algorithm. Additionally, it is found that this algorithm can be used to substantially reduce the computational burden of …
A modified hurdle model for completed fertility
A modified hurdle model for completed fertility
Influence Diagnostics and Estimation Algorithms for Powell's SCLS
This article studies influence diagnostics and estimation algorithms for Powell's symmetrically censored least squares estimator. The proposed measures of influence are based on one-step approximations to the analogous deletion diagnostics used in least squares regression and can be conveniently constructed using a Newton-type algorithm. Additionally, it is found that this algorithm can be used to substantially reduce the computational burden of …
The Log of Gravity
Although economists have long been aware of Jensen's inequality, many econometric applications have neglected an important implication of it: under heteroskedasticity, the parameters of log-linearized models estimated by OLS lead to biased estimates of the true elasticities. We explain why this problem arises and propose an appropriate estimator. Our criticism of conventional practices and the proposed solution extend to a broad range of applicat…
A Note on Identification With Averaged Data
In most cases where estimation with averaged data is performed, interest lies on the parameters of a model at the individual level, but grouped data are used because disaggregate data are not observed. In this note we study the conditions under which it is possible to consistently estimate the parameters of the individual data model using averaged data, giving particular attention to the case of endogenous selection into groups.We are grateful to…
Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
Quantiles via moments
Dynamic Vector Mode Regression
We study the semiparametric estimation of the conditional mode of a random vector that has a continuous conditional joint density with a well-defined global mode. A novel full-system estimator is proposed and its asymptotic properties are studied. We specifically consider the estimation of vector autoregressive conditional mode models and of systems of linear simultaneous equations defined by mode restrictions. The proposed estimator is easy to i…
Misspecified Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects
Exponential regressions are frequently used when outcomes are non-negative. They are attractive because they are easy to interpret and to estimate, using pseudo maximum likelihood (PML). However, the validity of these methods depends on the correct specification of the conditional expectation, and little is known regarding their properties when the conditional expectation is misspecified. We show that PML estimators of misspecified exponential mo…
Econometrics (6 works) · Mathematics (6 works) · Statistics (5 works) · Computer Science (4 works) · Economics (4 works) · Estimator (4 works) · Monetary Policy and Economic Impact (3 works) · Applied Mathematics (2 works) · Estimation (2 works) · Financial Risk and Volatility Modeling (2 works)